Special Deposits and the Corset

Special deposits and the supplementary special deposits Corset were historical Bank of England tools for withdrawing bank cash and restraining liability growth.

Special deposits were balances that UK banks could be required to place with the Bank of England as a historical instrument of monetary control. The Supplementary Special Deposits scheme, widely called the Corset, was a related growth-based control used intermittently from 1973 to 1980. It required covered institutions to place non-interest-bearing deposits with the Bank when specified interest-bearing sterling liabilities grew faster than permitted.

These arrangements belong to the history of UK monetary control. They should not be confused with current bank-capital, liquidity, reserve-account, deposit-insurance, or resolution requirements.

Key Takeaways

  • Ordinary special deposits and supplementary special deposits were related but distinct Bank of England tools.
  • A call for special deposits withdrew cash from the banking system; the Corset specifically penalized growth above a permitted path for interest-bearing eligible liabilities.
  • The Corset targeted bank funding growth rather than directly setting a maximum amount of lending.
  • Required supplementary deposits were non-interest-bearing, raising the cost of funding associated with excess liability growth.
  • The scheme constrained measured wholesale deposit growth but encouraged banking activity to move into other channels.
  • It operated during several periods between 1973 and 1980 and was abolished in mid-1980.
  • “Eligible liabilities” in this historical framework is not the same concept as modern loss-absorbing eligible liabilities under bank-resolution rules.

Special Deposits vs. Supplementary Special Deposits

The Bank of England’s historical special deposit scheme existed from 1960 with modifications. Under the arrangements announced in 1971, banks observed a minimum reserve-assets ratio and could be called upon to place additional special deposits with the Bank on a uniform basis related to eligible liabilities.

The Supplementary Special Deposits (SSD) scheme added an incremental control. It focused on the growth of interest-bearing eligible liabilities (IBELs), described by the Bank as essentially covered institutions’ interest-bearing sterling deposits. If those liabilities grew beyond an allowed rate, the institution had to place supplementary, non-interest-bearing funds with the Bank.

FeatureSpecial depositsSupplementary special deposits, or Corset
Basic triggerA call by the Bank of England under the prevailing frameworkGrowth of an institution’s IBELs beyond a permitted path
Assessment baseEligible liabilities under the applicable arrangementsIncremental excess growth in IBELs
Immediate effectWithdrew cash from the banking systemTied up progressively more funds as excess growth increased
Policy roleReinforced monetary control over a longer horizonDiscouraged rapid interest-bearing sterling deposit growth
Main weaknessDirect controls could distort bank behavior and money marketsEncouraged substitution and diversion into channels outside the measured base

The Corset was therefore not merely another name for every special deposit. It was the nickname for the supplementary, growth-linked scheme.

Why the Corset Was Introduced

UK banking changed after the Competition and Credit Control reforms of the early 1970s. Banks increasingly used liability management: rather than waiting for deposits and rationing lending, they could compete for interest-bearing funds to finance assets. Strong credit demand and expanding wholesale funding made broad monetary aggregates harder to restrain through reserve pressure alone.

The Corset aimed to alter that funding calculation. If a bank expanded covered interest-bearing liabilities too quickly, part of the excess had to be placed at the Bank of England without interest. The institution then faced a lower return on the marginal package of deposits and lending.

The policy chain was intended to work as follows:

  1. a bank’s covered interest-bearing sterling liabilities grow;
  2. growth exceeds the permitted path;
  3. a supplementary special-deposit requirement applies to the excess;
  4. the non-interest-bearing balance increases the marginal cost of funding;
  5. the bank has an incentive to slow covered funding growth, reduce asset expansion, or widen lending spreads; and
  6. slower covered liability growth restrains the measured broad money aggregate.

This was an indirect constraint on credit expansion. The scheme did not evaluate each loan or impose the same numerical lending ceiling on every bank.

Simplified Calculation

Let:

  • (L_0) be the institution’s IBEL base;
  • (g) be the permitted growth rate for the period;
  • (L_1) be actual IBELs at the measurement date; and
  • (E) be excess IBEL growth.
$$ E=\max\left(0,L_1-L_0(1+g)\right) $$

A one-rate teaching model would calculate the supplementary deposit as:

$$ SSD=E\times s $$

where (s) is the applicable deposit proportion. The historical scheme was more complex: it used progressive marginal requirements, so larger overshoots could face higher proportions. A more faithful general form is:

$$ SSD=\sum_{j=1}^{n}E_j s_j $$

where (E_j) is excess growth falling within tier (j), and (s_j) is that tier’s required proportion.

These equations explain the mechanism; they are not a reconstruction of every historical definition, exemption, tier, or measurement period.

Worked Example: Excess Liability Growth

Assume a bank begins with an illustrative IBEL base of GBP 200 million and is permitted to grow that base by 8% during the period.

$$ \text{Permitted IBEL level}=\text{GBP }200\text{m}\times1.08=\text{GBP }216\text{m} $$

If actual IBELs reach GBP 228 million, excess growth is:

$$ E=\text{GBP }228\text{m}-\text{GBP }216\text{m}=\text{GBP }12\text{m} $$

Suppose, only to illustrate progressive mechanics, the first GBP 5 million of excess attracts a 10% supplementary deposit and the remaining GBP 7 million attracts 25%.

$$ SSD=(\text{GBP }5\text{m}\times10\%)+(\text{GBP }7\text{m}\times25\%)=\text{GBP }2.25\text{m} $$

The bank would place GBP 2.25 million in a non-interest-bearing supplementary deposit under this hypothetical schedule. The cost is not a GBP 2.25 million expense on day one. Rather, funds are tied up without interest, lowering the return on the marginal funding-and-lending strategy while the requirement applies.

Actual historical calculations depended on the scheme version, observation period, permitted growth path, liability definitions, exemptions, and progressive rates. The example must not be used as a historical rate table.

Balance-Sheet and Profit Effects

The scheme affected both liquidity management and profitability:

  • Asset composition: cash that might otherwise support money-market assets or lending was placed with the central bank.
  • Marginal funding cost: the bank still paid interest on covered deposits while a linked non-interest-bearing balance earned nothing.
  • Loan pricing: a bank could attempt to protect its margin by increasing lending spreads, where competition and demand allowed.
  • Growth strategy: management could slow acquisition of covered wholesale deposits or restrain asset expansion.
  • Funding substitution: institutions had incentives to seek liabilities or transaction structures outside the controlled measure.

The accounting balance itself did not equal the policy’s economic cost. Analysts would need the deposit amount, duration, foregone market return, funding cost, tax treatment, and behavioral response to estimate the effect on profit.

What Were Interest-Bearing Eligible Liabilities?

Within the Corset, interest-bearing eligible liabilities were a scheme-specific measure centered on interest-bearing sterling deposits. The precise definition and exclusions changed with the operating rules, so a historical series should be read with its contemporary notice or statistical notes.

This term can be confused with Eligible Liabilities in modern bank resolution. Modern eligible liabilities may qualify toward loss-absorption and recapitalization requirements such as MREL. They are not the deposit base used in the Corset calculation.

The same words can therefore refer to different balance-sheet populations:

ContextMeaning of eligible liabilities
Corset and historical monetary controlCovered interest-bearing sterling liabilities used to measure bank funding growth
Reserve frameworkLiabilities used as a base for a reserve or reserve-assets calculation under that framework
Modern resolution frameworkInstruments meeting legal conditions for loss absorption or recapitalization

Always identify the framework, date, jurisdiction, and definition before comparing figures.

History and Operating Periods

The chronology helps prevent the Corset from being treated as a current rule:

  • 1960: the Bank of England’s historical special-deposit scheme began, with later modifications.
  • September 1971: revised credit-control arrangements combined a uniform minimum reserve-assets ratio with special deposits that could be called in relation to eligible liabilities.
  • December 1973: the supplementary special deposits scheme was introduced.
  • 1973-1975, 1976-1977, and 1978-1980: Bank of England historical material identifies these as the Corset’s operating periods.
  • Mid-1980: the Corset was abolished as the UK monetary-control framework changed.

The Bank’s later review found that the scheme was largely effective in containing wholesale deposit growth but encouraged diversion of banking business into other channels. That result is central to interpreting the policy: a control can change the measured balance-sheet category without reducing underlying credit activity by the same amount.

Why the Corset Was Abolished

Direct controls become less effective when institutions can redesign funding, move transactions, or use markets outside the controlled perimeter. The removal of UK exchange controls in 1979 also made it easier to channel activity abroad. By 1980, the Corset’s distortions and leakage were increasingly inconsistent with the evolving monetary framework.

Its abolition should not be explained by one factor alone. The broader lesson was that controls tied to a narrow liability measure could:

  • distort competition among institutions with different funding models;
  • encourage disintermediation and offshore or alternative funding;
  • separate measured monetary growth from underlying financing activity;
  • complicate interpretation of bank balance sheets; and
  • lose effectiveness as financial markets adapt.

Comparison With Modern Bank Requirements

ToolPrimary purposeWhy it differs from the Corset
Reserve RequirementRequires specified reserve balances or assets against a defined baseUsually applies to a stock or average base rather than only excess growth under the historical SSD schedule
Bank ReservesCentral-bank money held by eligible institutionsDescribes an asset; it is not itself the historical penalty formula
Prudential liquidity requirementPromotes resilience to cash outflows and funding stressFocuses on safety and liquidity risk rather than a historical broad-money target
Capital requirementRequires loss-absorbing financial resourcesAddresses solvency and loss absorption, not deposit-growth control
MREL eligible liabilitiesSupports write-down or recapitalization in resolutionConcerns resolution capacity, not interest-bearing sterling deposit growth

Calling the Corset a modern liquidity buffer obscures its policy objective and transmission mechanism.

How to Analyze Historical Corset Data

Before drawing a conclusion, verify:

  1. the activation period and scheme version;
  2. the institution types covered or exempt;
  3. the IBEL definition and base date;
  4. permitted growth bands and observation periods;
  5. marginal supplementary-deposit rates;
  6. actual deposits lodged with the Bank;
  7. changes in lending, spreads, and wholesale funding;
  8. movement into non-covered, offshore, or market channels; and
  9. contemporaneous changes in interest rates, exchange controls, reserve rules, and economic conditions.

A decline in measured IBEL growth does not by itself prove an equal decline in total credit. Analysts should look for balance-sheet substitution and financing outside the controlled institutions.

Common Mistakes

  • Describing the Corset as a current Bank of England prudential rule.
  • Treating special deposits and supplementary special deposits as identical.
  • Saying the scheme directly capped every bank loan.
  • Confusing IBELs with modern MREL eligible liabilities.
  • Treating deposits lodged at the Bank as money permanently destroyed.
  • Measuring the cost only by the deposit’s face amount rather than the foregone return and behavioral effects.
  • Using the simplified formula as an actual historical rate schedule.
  • Assuming lower measured wholesale deposit growth meant equal restraint of total credit.
  • Attributing abolition solely to inflation, competition, or one political decision.

Authoritative Sources

  • Monetary Policy: Central-bank actions used to influence monetary and financial conditions.
  • Money Supply: Stock of money measured under defined monetary aggregates.
  • Reserve Requirement: Rule linking required reserves or assets to a specified liability base.
  • Bank Reserves: Central-bank balances used for settlement, liquidity, and policy implementation.
  • Eligible Liabilities: Modern resolution term that should not be confused with Corset IBELs.

FAQs

Why was the scheme called the Corset?

The nickname reflected its intended restraint on expansion of covered bank liabilities. Its formal name was the Supplementary Special Deposits scheme.

Was the Corset a reserve requirement?

It shared the feature of requiring balances at the central bank, but its trigger was excess growth in specified interest-bearing liabilities. It should be distinguished from an ordinary reserve ratio applied to a defined stock or average liability base.

Did the Corset stop banks from lending?

Not directly. It raised the cost associated with excessive growth in covered funding, which could discourage asset expansion or widen lending spreads. Banks could also shift activity into other channels, weakening the link between measured liability growth and total credit.

When was the Corset used?

The scheme was introduced in December 1973, operated during several intervals between 1973 and 1980, and was abolished in mid-1980.

Is the Corset still a UK banking rule?

No. It is a historical monetary-control arrangement. Current UK monetary operations, bank capital, liquidity, and resolution requirements use different frameworks.

This article provides historical financial education, not current regulatory, compliance, legal, accounting, or investment advice. Use the applicable rulebook and current Bank of England or regulatory materials for present-day decisions.

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